Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 1 1 9 224
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 3 4 8 666
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 1 2 10 352
Persistence-robust Granger causality testing 0 0 1 216 3 4 12 512
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 4 4 9 806
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 0 1 7 285
Total Working Papers 0 0 1 807 12 16 55 2,845


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 4 22 6 6 20 80
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 1 2 6 40
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 0 37 1 1 7 155
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 0 30 3 4 13 85
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 1 1 1 31 3 4 16 140
Estimating cointegrated systems using subspace algorithms 0 0 2 74 0 1 6 215
Persistence-robust surplus-lag Granger causality testing 0 0 2 42 1 2 21 175
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 5 6 10 37
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 1 28 2 2 8 113
Total Journal Articles 1 1 10 268 22 28 107 1,040


Statistics updated 2026-05-06